+82.0%
USO vs NSC
+332.1%
-250.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.9% |
| 7D | +9.1% | -2.8% | +11.9% | +10.1% |
| 30D | +21.7% | -4.5% | +26.2% | +23.3% |
| 3M | +20.2% | +3.5% | +16.7% | +18.6% |
| 6M | +43.4% | +8.5% | +34.8% | +38.5% |
| YTD | +124.0% | +12.3% | +111.6% | +113.3% |
| 1Y | +112.2% | +18.9% | +93.2% | +98.0% |
| 3Y | +97.7% | +74.1% | +23.5% | +53.8% |
| 5Y | +217.4% | +43.9% | +173.5% | +162.1% |
| All | +82.0% | +332.1% | -250.1% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NSC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling